+11.5%
CCI vs MAS
+67.0%
-55.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.8% | +5.6% |
| 7D | +5.0% | +14.2% | -9.1% | +3.0% |
| 30D | +36.4% | +26.8% | +9.6% | +31.5% |
| 3M | +20.4% | +13.1% | +7.3% | +18.1% |
| 6M | +4.9% | +27.9% | -23.0% | -0.3% |
| YTD | +7.8% | +38.7% | -30.9% | +0.1% |
| 1Y | +7.3% | +40.4% | -33.1% | -0.7% |
| All | +11.5% | +67.0% | -55.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling